Arkansas led Mississippi State 17-10 heading into the fourth quarter but once again let it slip away.
The Bulldogs scored on the first play of overtime and then held Arkansas as the Bulldogs posted a 24-17 win at War Memorial Stadium.
Damian Williams scored the game winning touchdown on the opening play of overtime on a quarterback sweep.
Brandon Allen was picked off on a fourth down attempt in the overtime period to seal the win for Mississippi State (5-6, 2-5 SEC).
Arkansas had chances to take control of the game, a contest in which the Razorbacks led 10-0, but a fumble by Alex Collins inside the Bulldogs red zone in the fourth quarter prevented Arkansas from taking a lead.
Jonathan Williams rushed for a team high 60 yards while Collins added 52.
Brandon Allen was 10-of-17 passing for 113 yards and the overtime interceptions. Mississippi State's Tyler Russell was 19-of-29 for 276 yards and two scores.